CAFE aims to promote a unified and rigorous interdisciplinary approach to research in finance that cuts across mathematical finance, econometrics and international macroeconomics.
It encourages frontier and applied research and facilitates discussion and dissemination of research by organizing seminars and workshops. The new Center will be focusing on empirical finance with special emphasis on international macroeconomic financial issues such as global economy interactions, financial crisis, contagion, market and credit risk diversification, and financial forecasting in the presence of structural breaks.
CAFE will build on existing strength in the areas of time series analysis, econometrics, and finance at USC and, through collaborative research within the University and beyond. It will aim to promote a more unified and rigorous interdisciplinary approach to research in finance that cuts across mathematical finance, econometrics and international macroeconomics.